Discretization error of wavelet coefficient for fractal like processes

DOI10.1515/APAM.2011.005zbMath1216.62146OpenAlexW2036436534MaRDI QIDQ3006412

Antoine Ayache, Pierre R. Bertrand

Publication date: 14 June 2011

Published in: Advances in Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/apam.2011.005

zbMATH Keywords

fractional Brownian motionspectral density estimationchange point analysisfractal processesheart rate variability (HRV)

Mathematics Subject Classification ID

Gaussian processes (60G15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and spectral analysis (62M15) Physiology (general) (92C30)

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Cites Work

• Anisotropic analysis of some Gaussian models
• Estimation of the Hurst parameter from discrete noisy data
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• DEFINITION, PROPERTIES AND WAVELET ANALYSIS OF MULTISCALE FRACTIONAL BROWNIAN MOTION
• Wavelet analysis and synthesis of fractional Brownian motion
• Identification of the multiscale fractional Brownian motion with biomechanical applications
• Fractional Brownian Motions, Fractional Noises and Applications
• The generalized multifractional Brownian motion
• Wavelet estimator of long-range dependent processes.

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